Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
#计算机科学#Python library for portfolio optimization built on top of scikit-learn
A program for financial portfolio management, analysis and optimisation.
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
Portfolio Construction and Risk Management book's Python code.
Finance Visualisations including Efficient Frontier, VaR & CVaR, and CAPM beta
Python financial widgets with okama and Dash (plotly)
A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing various factors such as Returns, Sharpe Ratio and Risk.
📈Financial Markowitz Portfolio Optimization (Bonds, Stocks, Commodities), including classical Efficient Frontier, Utility Function etc.
Fama-French models, idiosyncratic volatility, event study
Modern Portfolio Theorem for portfolio optimization and asset allocation
Heuristics for cardinality constrained portfolio optimisation
Financial Portfolio Optimization with amplpy
McPortfolio: A Model Context Protocol server providing 9 specialized tools for LLM-driven portfolio optimization using natural language, covering mean-variance to machine learning approaches.
Simple trading bot algorithms based on Sharpe ratio and Moving Average
A Portfolio Efficient Frontier Calculator which includes graphical visualization of Correlation, Security Market Line and Rolling Beta for U.S. Equities
Shiny Project for Illustrating Asset Management Principles
#计算机科学#Reinforcement learning model for portfolio management that takes investor preferences into account